no code implementations • 5 Feb 2015 • M. J. Betancourt
Leveraging the coherent exploration of Hamiltonian flow, Hamiltonian Monte Carlo produces computationally efficient Monte Carlo estimators, even with respect to complex and high-dimensional target distributions.
Methodology
3 code implementations • 24 Nov 2014 • M. J. Betancourt, Simon Byrne, Mark Girolami
Hamiltonian Monte Carlo can provide powerful inference in complex statistical problems, but ultimately its performance is sensitive to various tuning parameters.
Methodology Statistics Theory Statistics Theory
1 code implementation • 19 Dec 2012 • M. J. Betancourt
Markov Chain Monte Carlo (MCMC) is an invaluable means of inference with complicated models, and Hamiltonian Monte Carlo, in particular Riemannian Manifold Hamiltonian Monte Carlo (RMHMC), has demonstrated impressive success in many challenging problems.
Methodology Data Analysis, Statistics and Probability
